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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Coherence, extreme risk spillovers, and dynamic linkages between oil and China’s commodity futures markets
Jinxin Cui, Mark Goh, Huiwen Zou
Energy (2021) Vol. 225, pp. 120190-120190
Closed Access | Times Cited: 51

Showing 26-50 of 51 citing articles:

Does CEA or EUA matter for major commodity markets? Fresh evidence from the analysis of information spillovers and portfolio diversification
Jiahao Zhang, Yu Wei
China Finance Review International (2024)
Closed Access | Times Cited: 4
Extreme spillovers among green finance, energy, and energy metals markets in China: Evidence under the dilemma of energy transition
Boqiang Lin, Zongyou Zhang
Renewable Energy (2025), pp. 122403-122403
Closed Access
Beyond Averages: Quantile connectedness between G7 equity markets and derivative tokens
Shoaib Ali, Jinxin Cui
Journal of Behavioral and Experimental Finance (2025) Vol. 46, pp. 101030-101030
Closed Access
Extreme risk spillovers between SC, WTI and Brent crude oil futures-Evidence from Time-varying Granger causality test
Xiaohang Ren, Yue He, Chuanwang Liu, et al.
Energy (2025), pp. 135495-135495
Closed Access
Mapping Complex Interdependencies through Higher Order Moments: Cross-Market Spillovers and Shocks in BRICS
Muhammad Ijaz, Robert W. Faff, Mahrukh Khurram, et al.
Finance research letters (2025), pp. 107091-107091
Closed Access
Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments
Jinxin Cui, Aktham Maghyereh, Mark Goh, et al.
Energy (2021) Vol. 238, pp. 121751-121751
Closed Access | Times Cited: 31
Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic
Majid Mirzaee Ghazani, Reza Khosravi, Massimiliano Caporin
Resources Policy (2022) Vol. 80, pp. 103157-103157
Closed Access | Times Cited: 19
Dynamic interplay between Chinese energy, renewable energy stocks, and commodity markets: Time-frequency causality study
Yanan Chen, Haozhi Qi
Renewable Energy (2024) Vol. 228, pp. 120578-120578
Closed Access | Times Cited: 4
Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach
Rabeh Khalfaoui, Umer Shahzad, حسن حیدری, et al.
The Quarterly Review of Economics and Finance (2022) Vol. 88, pp. 63-80
Closed Access | Times Cited: 17
Extreme risk transmission mechanism between oil, green bonds and new energy vehicles
Wang Zhongzheng
Innovation and Green Development (2023) Vol. 2, Iss. 3, pp. 100064-100064
Open Access | Times Cited: 8
Dynamic correlation between crude oil and agricultural futures markets
Zhuo Chen, Bo Yan, Hanwen Kang
Review of Development Economics (2022) Vol. 26, Iss. 3, pp. 1798-1849
Closed Access | Times Cited: 13
Revisiting the interdependences across global base metal futures markets: Evidence during the main waves of the COVID-19 pandemic
Xiangyu Chen, Jittima Tongurai
Research in International Business and Finance (2024) Vol. 70, pp. 102391-102391
Closed Access | Times Cited: 2
Return and volatility linkages between international energy markets and Chinese commodity market
Guanglin Sun, Jianfeng Li, Zezhong Shang
Technological Forecasting and Social Change (2022) Vol. 179, pp. 121642-121642
Closed Access | Times Cited: 11
An integrated interval programming and input–output knowledge model for risk and resiliency management
Dragan Pamučar, Bishal Dey Sarkar, Vipulesh Shardeo, et al.
Decision Analytics Journal (2023) Vol. 9, pp. 100317-100317
Open Access | Times Cited: 6
Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties: Does El Niño-Southern Oscillation matter?
Jiahao Zhang, Yifeng Zhang, Yu Wei, et al.
International Review of Economics & Finance (2023) Vol. 89, pp. 188-215
Closed Access | Times Cited: 5
Study of Volatility Spillover from Crude Oil Futures to Grain Futures Across Multiple Cycles Based on the EEMD-BEKK-GARCH Model
X. C. Wang, Mingzhe Pu, Shangpeng Sun, et al.
Agriculture (2024) Vol. 15, Iss. 1, pp. 67-67
Open Access | Times Cited: 1
Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach
Amal Abricha, Amine Ben Amar, Makram Bellalah
The Quarterly Review of Economics and Finance (2023) Vol. 93, pp. 229-246
Closed Access | Times Cited: 4
Linkage relationship between China and US futures market during trade friction: the case of soybean, soybean oil and soybean meal
Jialin Guo, Desheng Wu, Kaiming Zhang, et al.
Applied Economics Letters (2022) Vol. 30, Iss. 18, pp. 2647-2651
Closed Access | Times Cited: 4
Extreme Time-Varying Spillovers between High Carbon Emission Stocks, Green Bond and Crude Oil: Evidence from a Quantile-Based Analysis
Zhifeng Dai, Xiaotong Zhang, Zhujia Yin
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 3
Interlinkage of an Emerging Market with Financial Assets: Evidence from Three Well-Known Econometric Models
Kamrul Islam, Md. Jamal Hossain, Nazia Sultana, et al.
Studies in Economics and Econometrics (2024) Vol. 48, Iss. 4, pp. 309-325
Closed Access
Tail connectedness: Measuring the volatility connectedness network of equity markets during crises
Tingting Cheng, Fei Liu, Junli Liu, et al.
Pacific-Basin Finance Journal (2024) Vol. 87, pp. 102497-102497
Closed Access
Detrended partial cross-correlation analysis-random matrix theory for denoising network construction
Fang Wang, Zehui Zhang, Min Wang, et al.
Applied Intelligence (2024) Vol. 55, Iss. 1
Closed Access
Extreme Risk Spillovers between Sc, Wti and Brent Crude Oil Futures-Evidence from Time-Varying Granger Causality Test
Xiaohang Ren, Yue He, Chuanwang Liu, et al.
(2024)
Closed Access
Quantile Dependence between Crude Oil and China’s Biofuel Feedstock Commodity Market
Liya Hau, Huiming Zhu, Muhammad Shahbaz, et al.
Sustainability (2023) Vol. 15, Iss. 11, pp. 8980-8980
Open Access | Times Cited: 1
Improved Deep Reinforcement Learning Algorithms and Applications in Quantitative Trading in Extreme Stock Markets
Deguan Cui, Ailin Deng, Zhengxun Xia, et al.
(2023)
Open Access

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